Return predictability following large price changes and information releases

By Mahesh Pritamani, Vijay Singal. 2001

164 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/64f7ce2925d124a0e7a6fb9bb14df1d5cd741807

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Alexander Molchanov
2. Haina Ding
3. Philip A. Stork

In Finance

1. Alexander Molchanov
2. Haina Ding
3. Philip A. Stork

Citations in the corpus

• The value of celebrity endorsements: A stock market perspective (2011, background): “Ikenberry et al. (1995), Michaely et al. (1995), and Pritamani and Singal (2001) point out that the degree of dissemination of an information signal should play a role in post-event return predictability.”